-29.3%
ETHA vs VFC
-17.8%
-11.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | -2.4% | -3.3% | +0.9% | -1.5% |
| 30D | +30.9% | -14.0% | +44.9% | +36.8% |
| 3M | +51.1% | -22.6% | +73.7% | +61.3% |
| 6M | +20.5% | -24.7% | +45.2% | +28.9% |
| YTD | -17.3% | -29.0% | +11.7% | -10.2% |
| 1Y | -43.2% | -13.8% | -29.5% | -43.1% |
| All | -29.3% | -17.8% | -11.4% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling